The symbolic links are needed for properly starting several XFree instances, as well for properly exiting a X session, this applies for both starting X from console and automatically starting X by the display manager (kdm, gdm, xdm).
You need to create so much symbolic links to the modified X server binary (or the original X server in case you don't need a modified one), as the number of your video cards/ X sessions.
I assume that you will have to use a modified X server, but in case you don not need it, create the links to your original X server.
cd /usr/X11R6/bin/
ln -s XFree[modified] X0
ln -s XFree[modified] X1
ln -s XFree[modified] X2
In case you use the provided RPM's, you'll need this only if you want more then 4 parallel running X servers/ X sessions, as the rpm creates 4 symbolic links to the X server binary.